I'm thinking of buying a few bitcoin by sending it through moneygram. There are a few people in LocalBitcoin.com that accept it as a form of payment, and they don't over-charge too much. They're usually selling at a 2% above market rates. For me, it's the most convenient way to do it (anonymous, too) as the fees on the exchange I have available to me are above the fees of the moneygram transfer. I would suggest that route for you too.